+117.9%
BTSG vs SNY
+2.7%
+115.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | +0.1% |
| 7D | +17.4% | +12.4% | +5.0% | +18.0% |
| 30D | +12.6% | +20.1% | -7.6% | +13.9% |
| 3M | +11.2% | +11.2% | 0.0% | +11.4% |
| 6M | +30.4% | +9.5% | +20.9% | +30.9% |
| YTD | +86.4% | +3.4% | +83.0% | +87.7% |
| 1Y | +117.9% | +2.0% | +115.9% | +121.6% |
| All | +117.9% | +2.7% | +115.2% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling